+33,795.4%
MU vs MS
+5,447.1%
+28,348.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.2% | -11.2% | -9.1% |
| 7D | -19.1% | +2.6% | -21.8% | -20.3% |
| 30D | -25.2% | +2.6% | -27.9% | -26.3% |
| 3M | -10.9% | -10.1% | -0.8% | -6.3% |
| 6M | +38.0% | +4.4% | +33.6% | +36.1% |
| YTD | +178.8% | +11.7% | +167.1% | +164.8% |
| 1Y | +265.1% | +20.9% | +244.2% | +234.2% |
| 3Y | +1,006.2% | +177.1% | +829.1% | +584.7% |
| 5Y | +1,027.5% | +127.7% | +899.7% | +664.2% |
| 10Y | +4,789.9% | +684.1% | +4,105.8% | +1,723.1% |
| All | +33,795.4% | +5,447.1% | +28,348.3% | +4,222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling